Ruben Schlotter

Publication Activity (10 Years)

Years Active: 2020-2023
Publications (10 Years): 3

Top Topics

Expected Utility

Optimal Control

Stochastic Optimization Problems

Top Venues

Math. Oper. Res.

Eur. J. Oper. Res.

Publications

Alois Pichler, Ruben Schlotter
Risk-Averse Optimal Control in Continuous Time by Nesting Risk Measures. Math. Oper. Res. 48 (3) (2023)
Alois Pichler, Ruben Schlotter
Martingale characterizations of risk-averse stochastic optimization problems. Math. Program. 181 (2) (2020)
Alois Pichler, Ruben Schlotter
Entropy based risk measures. Eur. J. Oper. Res. 285 (1) (2020)